Stopped Markov Processes and Applications to the Dirichlet Problem in a Smooth Domain

J. Kovats

2009, v.15, Issue 4, 549-562


In this paper, we generalize a theorem due to Dynkin about stopped Markov processes and use this result to generalize a well-known theorem from the theory of diffusion processes. We then use this latter theorem to show that certain probabilistic functionals of a time-homogeneous diffusion process are solutions of the corresponding Dirichlet problem in a smooth bounded domain in Euclidean space.

Keywords: stopped Markov processes,Dirichlet problem


Please log in or register to leave a comment

There are no comments yet